+2,163.5%
MUU vs CLS
+28.7%
+2,134.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -6.7% |
| 7D | +3.6% | +5.0% | -1.4% | -1.8% |
| 30D | +22.3% | +4.8% | +17.5% | +14.5% |
| 3M | -8.2% | -10.4% | +2.2% | +6.5% |
| 6M | +256.3% | +20.8% | +235.5% | +220.5% |
| YTD | +534.4% | +10.0% | +524.4% | +508.6% |
| 1Y | +2,163.5% | +28.5% | +2,135.0% | +1,928.9% |
| All | +2,163.5% | +28.7% | +2,134.7% | +1,928.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling